ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-May-2010 | 
                    17-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        117-090 | 
                        117-190 | 
                        0-100 | 
                        0.3% | 
                        116-110 | 
                     
                    
                        | High | 
                        117-090 | 
                        117-190 | 
                        0-100 | 
                        0.3% | 
                        117-090 | 
                     
                    
                        | Low | 
                        117-090 | 
                        117-190 | 
                        0-100 | 
                        0.3% | 
                        116-070 | 
                     
                    
                        | Close | 
                        117-090 | 
                        117-030 | 
                        -0-060 | 
                        -0.2% | 
                        117-090 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-171 | 
                        0-166 | 
                        -0-005 | 
                        -3.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        13 | 
                        13 | 
                        0 | 
                        0.0% | 
                        65 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-137 | 
                117-083 | 
                117-030 | 
                 | 
             
            
                | R3 | 
                117-137 | 
                117-083 | 
                117-030 | 
                 | 
             
            
                | R2 | 
                117-137 | 
                117-137 | 
                117-030 | 
                 | 
             
            
                | R1 | 
                117-083 | 
                117-083 | 
                117-030 | 
                117-110 | 
             
            
                | PP | 
                117-137 | 
                117-137 | 
                117-137 | 
                117-150 | 
             
            
                | S1 | 
                117-083 | 
                117-083 | 
                117-030 | 
                117-110 | 
             
            
                | S2 | 
                117-137 | 
                117-137 | 
                117-030 | 
                 | 
             
            
                | S3 | 
                117-137 | 
                117-083 | 
                117-030 | 
                 | 
             
            
                | S4 | 
                117-137 | 
                117-083 | 
                117-030 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-037 | 
                119-243 | 
                117-277 | 
                 | 
             
            
                | R3 | 
                119-017 | 
                118-223 | 
                117-184 | 
                 | 
             
            
                | R2 | 
                117-317 | 
                117-317 | 
                117-152 | 
                 | 
             
            
                | R1 | 
                117-203 | 
                117-203 | 
                117-121 | 
                117-260 | 
             
            
                | PP | 
                116-297 | 
                116-297 | 
                116-297 | 
                117-005 | 
             
            
                | S1 | 
                116-183 | 
                116-183 | 
                117-059 | 
                116-240 | 
             
            
                | S2 | 
                115-277 | 
                115-277 | 
                117-028 | 
                 | 
             
            
                | S3 | 
                114-257 | 
                115-163 | 
                116-316 | 
                 | 
             
            
                | S4 | 
                113-237 | 
                114-143 | 
                116-223 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-190 | 
         
        
            | 
2.618             | 
            117-190 | 
         
        
            | 
1.618             | 
            117-190 | 
         
        
            | 
1.000             | 
            117-190 | 
         
        
            | 
0.618             | 
            117-190 | 
         
        
            | 
HIGH             | 
            117-190 | 
         
        
            | 
0.618             | 
            117-190 | 
         
        
            | 
0.500             | 
            117-190 | 
         
        
            | 
0.382             | 
            117-190 | 
         
        
            | 
LOW             | 
            117-190 | 
         
        
            | 
0.618             | 
            117-190 | 
         
        
            | 
1.000             | 
            117-190 | 
         
        
            | 
1.618             | 
            117-190 | 
         
        
            | 
2.618             | 
            117-190 | 
         
        
            | 
4.250             | 
            117-190 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                117-190 | 
                                117-017 | 
                             
                            
                                | PP | 
                                117-137 | 
                                117-003 | 
                             
                            
                                | S1 | 
                                117-083 | 
                                116-310 | 
                             
             
         |